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Journal of banking & finance
International journal of production research
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Do leveraged exchange-traded products deliver their stated multiples?
Loviscek, Anthony L.
;
Tang, Hongfei
;
Xu, Xiaoqing Eleanor
- In:
Journal of banking & finance
43
(
2014
),
pp. 29-47
Persistent link: https://www.econbiz.de/10010408362
Saved in:
2
Closed-form transformations from risk-neutral to real-world distributions
Liu, Xiaoquan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Journal of banking & finance
31
(
2007
)
5
,
pp. 1501-1520
Persistent link: https://www.econbiz.de/10003461175
Saved in:
3
Time and dynamic volume-volatility relation
Xu, Xiaoqing Eleanor
;
Chen, Peter
;
Wu, Chunchi
- In:
Journal of banking & finance
30
(
2006
)
5
,
pp. 1535-1558
Persistent link: https://www.econbiz.de/10003319376
Saved in:
4
Forecasting currency volatility : a comparison of implied volatilities and AR(FI)MA models
Pong, Shiuyan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Journal of banking & finance
28
(
2004
)
10
,
pp. 2541-2563
Persistent link: https://www.econbiz.de/10002233147
Saved in:
5
Conditional volatility and the informational efficiency of the PHLX currency options market
Xu, Xinzhong
- In:
Journal of banking & finance
19
(
1995
)
5
,
pp. 803-821
Persistent link: https://www.econbiz.de/10001185510
Saved in:
6
Conditional volatility and the informational efficiency of the PHLX currency options market
Xu, X.
;
Taylor, S.J.
- In:
Journal of banking & finance
19
(
1995
)
5
,
pp. 803-822
Persistent link: https://www.econbiz.de/10005910527
Saved in:
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